Trading Metrics calculated at close of trading on 22-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,350.1 |
1,334.4 |
-15.7 |
-1.2% |
1,336.5 |
High |
1,350.1 |
1,337.7 |
-12.4 |
-0.9% |
1,355.0 |
Low |
1,338.6 |
1,333.3 |
-5.3 |
-0.4% |
1,333.6 |
Close |
1,340.4 |
1,337.7 |
-2.7 |
-0.2% |
1,340.4 |
Range |
11.5 |
4.4 |
-7.1 |
-61.7% |
21.4 |
ATR |
16.0 |
15.4 |
-0.6 |
-4.0% |
0.0 |
Volume |
197 |
117 |
-80 |
-40.6% |
872 |
|
Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.4 |
1,348.0 |
1,340.1 |
|
R3 |
1,345.0 |
1,343.6 |
1,338.9 |
|
R2 |
1,340.6 |
1,340.6 |
1,338.5 |
|
R1 |
1,339.2 |
1,339.2 |
1,338.1 |
1,339.9 |
PP |
1,336.2 |
1,336.2 |
1,336.2 |
1,336.6 |
S1 |
1,334.8 |
1,334.8 |
1,337.3 |
1,335.5 |
S2 |
1,331.8 |
1,331.8 |
1,336.9 |
|
S3 |
1,327.4 |
1,330.4 |
1,336.5 |
|
S4 |
1,323.0 |
1,326.0 |
1,335.3 |
|
|
Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.2 |
1,395.2 |
1,352.2 |
|
R3 |
1,385.8 |
1,373.8 |
1,346.3 |
|
R2 |
1,364.4 |
1,364.4 |
1,344.3 |
|
R1 |
1,352.4 |
1,352.4 |
1,342.4 |
1,358.4 |
PP |
1,343.0 |
1,343.0 |
1,343.0 |
1,346.0 |
S1 |
1,331.0 |
1,331.0 |
1,338.4 |
1,337.0 |
S2 |
1,321.6 |
1,321.6 |
1,336.5 |
|
S3 |
1,300.2 |
1,309.6 |
1,334.5 |
|
S4 |
1,278.8 |
1,288.2 |
1,328.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,355.0 |
1,333.3 |
21.7 |
1.6% |
9.0 |
0.7% |
20% |
False |
True |
185 |
10 |
1,355.0 |
1,328.5 |
26.5 |
2.0% |
10.7 |
0.8% |
35% |
False |
False |
249 |
20 |
1,366.1 |
1,313.6 |
52.5 |
3.9% |
13.7 |
1.0% |
46% |
False |
False |
24,563 |
40 |
1,377.5 |
1,308.2 |
69.3 |
5.2% |
17.0 |
1.3% |
43% |
False |
False |
127,164 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.1 |
1.4% |
77% |
False |
False |
153,940 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
18.9 |
1.4% |
77% |
False |
False |
127,370 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
18.6 |
1.4% |
77% |
False |
False |
102,881 |
120 |
1,377.5 |
1,201.5 |
176.0 |
13.2% |
19.1 |
1.4% |
77% |
False |
False |
86,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.4 |
2.618 |
1,349.2 |
1.618 |
1,344.8 |
1.000 |
1,342.1 |
0.618 |
1,340.4 |
HIGH |
1,337.7 |
0.618 |
1,336.0 |
0.500 |
1,335.5 |
0.382 |
1,335.0 |
LOW |
1,333.3 |
0.618 |
1,330.6 |
1.000 |
1,328.9 |
1.618 |
1,326.2 |
2.618 |
1,321.8 |
4.250 |
1,314.6 |
|
|
Fisher Pivots for day following 22-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,337.0 |
1,343.9 |
PP |
1,336.2 |
1,341.8 |
S1 |
1,335.5 |
1,339.8 |
|